Nonparametric Econometric Methods and Application
Resource type: Ressourcentyp: Buch (Online)Buch (Online)Sprache: Englisch Verlag: [Erscheinungsort nicht ermittelbar] : MDPI - Multidisciplinary Digital Publishing Institute, 2019Beschreibung: 1 Online-Ressource (224 p.)ISBN:- 9783038979654
- 9783038979647
- discrete duration models
- volatility feedback effect
- semiparametric estimation
- nonparametric method
- GLS detrending
- functional coefficients
- purified implied volatility
- country competitiveness index
- nonparametric frontiers
- efficiency
- materials balance condition
- panel data
- Dirichlet process prior
- classification
- indicators
- Kendall’s tau
- realised volatility
- Malmquist productivity index
- conditional dependence index
- wavelet
- dependent Bayesian nonparametrics
- TFP growth
- Solow economic growth convergence model
- unit root testing
- nonparametric 2SLS estimator
- random forests
- competitiveness
- slice sampling
- integrated difference kernel estimator
- maximum score estimator
- heterogeneous autoregressive model
- generalized additive models
- Monte Carlo
- tensor products
- cubic spline penalty
- M-estimation
- nonparametric copula
- leverage effect
- conditional quantile function
- emissions
- efficient semiparamteric estimation
- DEA
- tail dependence index
- difference kernel estimator
- nonparametric threshold regression
- machine learning
- factors
- local linear regression
- European Union
- financial development
- series estimator
- production efficiency
Dieser Titel hat keine Exemplare
Open Access. Unrestricted online access star
Creative Commons https://creativecommons.org/licenses/by-nc-nd/4.0 cc
English